Hi Mfig,
If you're referring to how this works in Internet Explorer
then in Word 2002 or 2003 you'll need to use
File=>Save as WebPage-Filtered,
rather than File=Save as Web Page.
As saving in that format can lose some of the original Word
..doc formatting you may want to first create a .DOC (safety)
file version to use for later edits.
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word 2003- when using it to edit webpages linked images fail to change the
cursor to the 'hand' symbol to show they are 'clickable'>>
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Let us know if this helped you,
Bob Buckland ?

MS Office System Products MVP
*Courtesy is not expensive and can pay big dividends*
For Everyday MS Office tips to "use right away" -
http://microsoft.com/events/series/administrativetipsandtricks.mspx